Christoph Fricke

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

295

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (3)

Vulnerable Asset Management? The Case of Mutual Funds

Number of pages: 56 Posted: 09 Nov 2016 Last Revised: 11 Aug 2019
Christoph Fricke and Daniel Fricke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 155 (212,132)
Citation 3

Abstract:

Loading...

asset management, mutual funds, systemic risk, fire sales, liquidity

Vulnerable Asset Management? The Case of Mutual Funds

Bundesbank Discussion Paper No. 32/2017
Number of pages: 45 Posted: 05 Nov 2017
Christoph Fricke and Daniel Fricke
Deutsche Bundesbank and Deutsche Bundesbank
Downloads 56 (414,776)

Abstract:

Loading...

asset management, mutual funds, systemic risk, fire sales, liquidity

2.

Financial Conditions, Macroeconomic Factors and (Un)Expected Bond Excess Returns

Bundesbank Discussion Paper No. 35/2014
Number of pages: 34 Posted: 21 Jun 2016
Christoph Fricke and Lukas Menkhoff
Deutsche Bundesbank and German Institute for Economic Research (DIW Berlin)
Downloads 44 (452,932)

Abstract:

Loading...

financial conditions, bond excess returns, term premia

Procyclical Asset Management and Bond Risk Premia

Deutsche Bundesbank Discussion Paper No. 38/2020
Number of pages: 60 Posted: 04 Aug 2020
Alexandru Barbu, Christoph Fricke and Emanuel Moench
London Business School, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 39 (488,890)

Abstract:

Loading...

institutional funds, institutional accounts, procyclical asset management, portfolio rebalancing, price impact, demand pressures, asset price volatility, career concerns

Procyclical Asset Management and Bond Risk Premia

CEPR Discussion Paper No. DP15123
Number of pages: 58 Posted: 18 Aug 2020
Alexandru Barbu, Christoph Fricke and Emanuel Moench
London Business School, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 1 (754,959)
  • Add to Cart

Abstract:

Loading...

Asset Price Volatility, career concerns, demand pressures, institutional accounts, Institutional funds, port- folio rebalancing, price impact, procyclical asset management

Other Papers (1)

Total Downloads: 6
1.

The Investment Behavior of Institutional Accounts

Number of pages: 61 Posted: 27 Mar 2019
Alexandru Barbu, Christoph Fricke and Emanuel Moench
London Business School, Deutsche Bundesbank and Deutsche Bundesbank
Downloads 6

Abstract:

Loading...

Institutional accounts,procyclical asset management,portfolio rebalancing,price impact, demand pressures, asset price volatility